+90.2%
AIG vs COMP
-52.0%
+142.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.7% | -14.7% | -4.6% |
| 7D | -5.1% | +13.4% | -18.5% | -5.8% |
| 30D | +2.8% | +11.1% | -8.3% | +2.0% |
| 3M | -2.1% | -18.8% | +16.7% | -1.2% |
| 6M | +1.4% | +10.5% | -9.1% | +0.2% |
| YTD | -7.4% | -3.4% | -4.0% | -8.4% |
| 1Y | +4.4% | +19.7% | -15.3% | +1.7% |
| 3Y | +30.0% | +381.6% | -351.6% | +10.2% |
| 5Y | +47.9% | -17.6% | +65.5% | +37.9% |
| All | +90.2% | -52.0% | +142.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling